Here’s where the story becomes interesting: nothing was wrong with the strategy itself. What was failing was something far less obvious—the environment in which those trades were being executed.
Individually, these https://lawsonqybb218835.wikipresses.com/7387469/how_one_trader_improved_performance_overnight_case_study_same_strategy_different_broker_different_results_what_happens_when_you_fix_your_trading_environment_the_before_and_after_of_execution_optimization_from_frustration_to_consistency_a_trader